SSRNTrading, Microstructure & Execution
Homogeneity, Systemic Risk, and the Regulation of Automated Trading
A model shows how correlated automated trading decisions generate feedback and forced liquidations, with systemic risk rising as market depth shrinks relative to automated activity.
Featured in No. 136 on 23 Oct 2026 · 1 day after release
- Released
- 22 Oct 2026
- First featured
- No. 136 · 23 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7652479
- Authors
- Siwon Lee
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).